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Heavy-tailed distributions of volume and price-change resulting from strategy coordination and decision noise - MaRDI portal

Heavy-tailed distributions of volume and price-change resulting from strategy coordination and decision noise (Q2096784)

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scientific article; zbMATH DE number 7614952
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English
Heavy-tailed distributions of volume and price-change resulting from strategy coordination and decision noise
scientific article; zbMATH DE number 7614952

    Statements

    Heavy-tailed distributions of volume and price-change resulting from strategy coordination and decision noise (English)
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    11 November 2022
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    agent based model
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    bounded rationality
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    collusion
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    hot hand
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    potential game
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    power law
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